It is safe, and highly recommended, to exercise during pregnancy. There are multiple health benefits for both mom and baby, including decreasing overall weight gain, improved self-image, decreasing the risk of gestational diabetes and low back pain, as well as a reduction in labor and delivery time. There are certain exercises and sports, however, that should be avoided during pregnancy, particularly during the second and third trimesters. These include any high-impact sport where there is a heightened risk of collision or falling. These include water and snow skiing, horseback riding, volleyball, baseball, football, softball, rollerblading, rock climbing and ice skating/hockey. Again, these are just examples and in certain women (particularly those who have been doing one of these sports prior to conceiving), a green light from your OB may be given in the first and early second trimesters, so its always best to check with whomever is taking care of you during pregnancy.